Ask HN: How did you get started with automated stock trading?

I've seen quite a few posts here about programmers building their own automated stock trading systems. Virtually everyone seems to have failed, but still looks like a very fun side project. I do some interday trading on eToro for fun, and would love to give automated trading a go, however no trading broker seems to offer APIs, and I can't find a service that offers me real-time data about the market. What services did you use? Did you spend lots of money on automated trading solutions that allow scripting?